Summary statistic

Original series

Standardized residuals

Normal SEMF

Student’s t SEMF

Mean

0.0004

0.0002

0.0344

Standard deviation

0.0119

0.0069

1.1270

Skewness

0.1144

0.0220

−0.3931

Kurtosis

13.9358

12.4217

6.4696